Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 124'000 | 124'000 | 55'094 | 55'094 | 64'119 CHF | 64'671 CHF | 99.90% | 99.90% |
19.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 122'000 | 122'000 | 53'232 | 53'232 | 59'995 CHF | 60'529 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 1.13 CHF | 1.14 CHF | 122'000 | 122'000 | 53'571 | 53'571 | 57'425 CHF | 58'119 CHF | 99.90% | 99.90% |
15.11.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 118'000 | 118'000 | 47'070 | 47'070 | 48'800 CHF | 49'368 CHF | 99.45% | 99.45% |
14.11.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 118'000 | 118'000 | 53'081 | 53'081 | 55'113 CHF | 55'803 CHF | 100.00% | 100.00% |
13.11.2024 | 1.51% | 1.03 CHF | 1.04 CHF | 118'000 | 118'000 | 53'082 | 53'082 | 54'167 CHF | 54'857 CHF | 100.00% | 100.00% |
12.11.2024 | 1.49% | 1.03 CHF | 1.04 CHF | 118'000 | 118'000 | 53'101 | 53'101 | 54'551 CHF | 55'241 CHF | 99.85% | 99.85% |
11.11.2024 | 1.48% | 1.02 CHF | 1.03 CHF | 118'000 | 118'000 | 52'926 | 52'926 | 54'490 CHF | 55'179 CHF | 99.61% | 99.61% |
08.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 120'000 | 120'000 | 54'069 | 54'069 | 56'520 CHF | 57'062 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 1.04 CHF | 1.05 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 54'599 CHF | 55'149 CHF | 99.90% | 99.90% |